-12.4%
IREN vs CB
+101.8%
-114.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.2% |
| 7D | -2.8% | -1.5% | -1.3% | -3.0% |
| 30D | -39.2% | +6.5% | -45.7% | -38.0% |
| 3M | -48.1% | +4.1% | -52.1% | -47.2% |
| 6M | -65.0% | +14.4% | -79.4% | -64.2% |
| YTD | -43.3% | +17.5% | -60.8% | -42.1% |
| 1Y | -65.7% | +27.5% | -93.2% | -65.3% |
| 3Y | +620.9% | +71.6% | +549.3% | +574.8% |
| All | -12.4% | +101.8% | -114.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling